Inverse reinforcement learning by density ratio estimation

ABSTRACT

A method of inverse reinforcement learning for estimating cost and value functions of behaviors of a subject includes acquiring data representing changes in state variables that define the behaviors of the subject; applying a modified Bellman equation given by Eq. (1) to the acquired data: q(x)+gV(y)−V(x)=−1n{pi(y|x))/(p(y|x)} (1) where q(x) and V(x) denote a cost function and a value function, respectively, at state x, g represents a discount factor, and p(y|x) and pi(y|x) denote state transition probabilities before and after learning, respectively; estimating a density ratio pi(y|x)/p(y|x) in Eq. (1); estimating q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio pi(y|x)/p(y|x), and outputting the estimated q(x) and V(x).

TECHNICAL FIELD

The present invention relates to inverse reinforcement learning, and more particularly, to system and method of inverse reinforcement learning. This application hereby incorporates by reference U.S. Provisional Application No. 62/034,510, filed Aug. 7, 2014, in its entirety.

BACKGROUND ART

Understanding behaviors of human from observation is very crucial for developing artificial systems that can interact with human beings. Since our decision making processes are influenced by rewards/costs associated with selected actions, the problem can be formulated as an estimation of the rewards/costs from observed behaviors.

The idea of inverse reinforcement learning is originally proposed by Ng and Russel (2000) (NPL 14). The OptV algorithm proposed by Dvijotham and Todorov (2010) (NPL 6) is a prior work and they show that the policy of the demonstrator is approximated by the value function, which is a solution of the linearized Bellman equation.

Generally speaking, reinforcement Learning (RL) is a computational framework for investigating decision-making processes of both biological and artificial systems that can learn an optimal policy by interacting with an environment. There exist several open questions in RL, and one of the critical problems is how to design and prepare an appropriate reward/cost function. It is easy to design a sparse reward function, which gives a positive reward when the task is accomplished and zero otherwise, but that makes it hard to find an optimal policy.

In some situations, it is easier to prepare examples of a desired behavior than to handcraft an appropriate reward/cost function. Recently, several methods of Inverse Reinforcement Learning (IRL) (Ng & Russell, 2000, NPL 14) and apprenticeship learning (Abbeel & Ng, 2004, NPL 1) have been proposed in order to derive a reward/cost function from demonstrator's performance and to implement imitation learning. However, most of the existing studies (Abbeel & Ng, 2004, NPL 1; Ratliff et al., 2009, NPL 16; Ziebart et al., 2008, NPL 26) require a routine to solve forward reinforcement learning problems with estimated reward/cost functions. This process is usually very time-consuming even when the model of the environment is available.

Recently, the concept of Linearly solvable Markov Decision Process (LMDP) (Todorov, 2007; 2009, NPLs 23-24) is introduced, which is a sub-class of Markov Decision Process by restricting the form of the cost function. This restriction plays an important role in IRL. LMDP is also known as KL-control and path-integral approaches (Kappen et al., 2012, NPL 10; Theodorou et al., 2010, NPL 21) and similar ideas are proposed in the field of control theory (Fleming and Soner, 2006, NPL 7). Model-free IRL algorithms based on the path-integral method are proposed by Aghasadeghi & Bretl (2011) (NPL 2); Kalakrishnan et al. (2013) (NPL 8). Since the likelihood of the optimal trajectory is parameterized by the cost function, the parameters of the cost can be optimized by maximizing likelihood. However, their methods require the entire trajectory data. A model-based IRL method is proposed by Dvijotham and Todorov (2010) (NPL 6) based on the framework of LMDP, in which the likelihood of the optimal state transition is represented by the value function. As opposed to path-integral approaches of IRL, it can be optimized from any dataset of state transitions. A major drawback is to evaluate the integral which cannot be solved analytically. In practice, they discretized the state space to replace the integral with a sum, but it is not feasible in high-dimensional continuous problems.

CITATION LIST Non Patent Literature

-   NPL 1: Abbeel, P. and Ng, A. Y. Apprenticeship learning via inverse     reinforcement learning. In Proc. of the 21st International     Conference on Machine Learning, 2004. -   NPL 2: Aghasadeghi, N. and Bretl, T. Maximum entropy inverse     reinforcement learning in continuous state spaces with path     integrals. In Proc. of IEEE/RSJ International Conference on     Intelligent Robots and Systems, pp.1561-1566, 2011. -   NPL 3: Boularias, A., Kober, J., and Peters, J. Relative entropy     inverse reinforcement learning. In Proc. of the 14th International     Conference on Artificial Intelligence and Statistics, volume 15,     2011. -   NPL 4: Deisenroth, M. P., Rasmussen, C. E, and Peters, J. Gaussian     process dynamic programming. Neurocomputing, 72(7-9):1508-1524,     2009. -   NPL 5: Doya, K. Reinforcement learning in continuous time and space.     Neural Computation, 12:219-245, 2000. -   NPL 6: Dvijotham, K. and Todorov, E. Inverse optimal control with     linearly solvable MDPs. In Proc. of the 27th International     Conference on Machine Learning, 2010. -   NPL 7: Fleming, W. H. and Soner, H. M. Controlled Markov Processes     and Viscosity Solutions. Springer, second edition, 2006. -   NPL 8: Kalakrishnan, M., Pastor, P., Righetti, L., and Schaal, S.     Learning objective functions for manipulation. In Proc. of IEEE     International Conference on Robotics and Automation, pp. 1331-1336,     2013. -   NPL 9: Kanamori, T., Hido, S., and Sugiyama, M. A Least-squares     Approach to Direct Importance Estimation. Journal of Machine     Learning Research, 10:1391-1445, 2009. -   NPL 10: Kappen, H. J., Gomez, V., and Opper, M. Optimal control as a     graphical model inference problem. Machine Learning, 87(2):159-182,     2012. -   NPL 11: Kinjo, K., Uchibe, E., and Doya, K. Evaluation of linearly     solvable Markov decision process with dynamic model learning in a     mobile robot navigation task. Frontiers in Neurorobotics, 7(7),     2013. -   NPL 12: Levine, S. and Koltun, V. Continuous inverse optimal control     with locally optimal examples. In Proc. of the 27th International     Conference on Machine Learning, 2012. -   NPL 13: Levine, S., Popovic, Z., and Koltun, V. Nonlinear inverse     reinforcement learning with Gaussian processes. Advances in Neural     Information Processing Systems 24, pp. 19-27. 2011. -   NPL 14: Ng, A. Y. and Russell, S. Algorithms for inverse     reinforcement learning. In Proc. of the 17th International     Conference on Machine Learning, 2000. -   NPL 15: Rasmussen, C. E. and Williams, C. K. I. Gaussian Processes     for Machine Learning. MIT Press, 2006. -   NPL 16: Ratliff, N. D., Silver, D, and Bagnell, J. A. Learning to     search: Functional gradient techniques for imitation learning.     Autonomous Robots, 27(1): 25-53, 2009. -   NPL 17: Stulp, F. and Sigaud, O. Path integral policy improvement     with covariance matrix adaptation. In Proc. of the 10th European     Workshop on Reinforcement Learning, 2012. -   NPL 18: Sugimoto, N. and Morimoto, J. Phase-dependent trajectory     optimization for periodic movement using path integral reinforcement     learning. In Proc. of the 21st Annual Conference of the Japanese     Neural Network Society, 2011. -   NPL 19: Sugiyama, M., Takeuchi, I., Suzuki, T., Kanamori, T.,     Hachiya, H., and Okanohara, D. Least-squares conditional density     estimation. IEICE Transactions on Information and Systems, E93-D(3):     583-594, 2010. -   NPL 20: Sugiyama, M., Suzuki, T., and Kanamori, T. Density ratio     estimation in machine learning. Cambridge University Press, 2012. -   NPL 21: Theodorou, E., Buchli, J., and Schaal, S. A generalized path     integral control approach to reinforcement learning. Journal of     Machine Learning Research, 11: 3137-3181, 2010. -   NPL 22: Theodorou, E. A and Todorov, E. Relative entropy and free     energy dualities: Connections to path integral and KL control. In     Proc. of the 51st IEEE Conference on Decision and Control, pp.     1466-1473, 2012. -   NPL 23: Todorov, E. Linearly-solvable Markov decision problems.     Advances in Neural Information Processing Systems 19, pp. 1369-1376.     MIT Press, 2007. -   NPL 24: Todorov, E. Efficient computation of optimal actions.     Proceedings of the National Academy of Sciences of the United States     of America, 106(28): 11478-83, 2009. -   NPL 25: Todorov, E. Eigenfunction approximation methods for     linearly-solvable optimal control problems. In Proc. of the 2nd IEEE     Symposium on Adaptive Dynamic Programming and Reinforcement     Learning, pp. 161-168, 2009. -   NPL 26: Ziebart, B. D., Maas, A., Bagnell, J. A., and Dey, A. K.     Maximum entropy inverse reinforcement learning. In Proc. of the 23rd     AAAI Conference on Artificial Intelligence, 2008.

SUMMARY OF INVENTION Technical Problem

Inverse reinforcement learning is a framework to solve the above problems, but as mentioned above, the existing methods have the following drawbacks: (1) intractable when the state is continuous, (2) computational cost is expensive, and (3) entire trajectories of states should be necessary to estimate. Methods disclosed in this disclosure solve these drawbacks. In particular, the previous method proposed in NPL 14 does not work well as many previous studies reported. Moreover, the method proposed in NPL 6 cannot solve continuous problems in practice because their algorithm involves a complicated evaluation of integrals.

The present invention is directed to system and method for inverse reinforcement learning.

An object of the present invention is to provide a new and improved inverse reinforcement learning system and method so as to obviate one or more of the problems of the existing art.

Solution to Problem

To achieve these and other advantages and in accordance with the purpose of the present invention, as embodied and broadly described, in one aspect, the present invention provides a method of inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, including: acquiring data representing changes in state variables that define the behaviors of the subject; applying a modified Bellman equation given by Eq. (1) to the acquired data:

$\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$

where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor, and p(y|x) and a(y|x) denote state transition probabilities before and after learning, respectively; estimating a density ratio π(y|x)/p(y|x) in Eq. (1); estimating q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x); and outputting the estimated q(x) and V(x).

In another aspect, the present invention provides a non-transitory storage medium, such as a CD-ROM or other form of non-transitory storage medium, storing instructions to cause a processor to perform an algorithm for inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, said instructions causing the processor to perform the following steps: acquiring data representing changes in state variables that define the behaviors of the subject; applying a modified Bellman equation given by Eq. (1) to the acquired data:

$\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$

where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor and p(y|x) and π(y|x) denote state transition probabilities before and after learning, respectively; estimating a density ratio π(y|x)/p(y|x) in Eq. (1); estimating q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x); and outputting the estimated q(x) and V(x).

In another aspect, the present invention provides a system for inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, including a data acquisition unit to acquire data representing changes in state variables that define the behaviors of the subject; a processor with a memory, the processor and the memory are configured to: apply a modified Bellman equation given by Eq. (1) to the acquired data:

$\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$

where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor, and p(y|x) and π(y|x) denote state transition probabilities before and after learning, respectively; estimate a density ratio π(y|x)/p(y|x) in Eq. (1); and estimate q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x); and an output interface that outputs the estimated q(x) and V(x).

In another aspect, the present invention provides a system for predicting a preference in topic of articles that a user is likely to read from a series of articles the user selected in an Internet web surfing, including: the system for inverse reinforcement learning as set forth above, implemented in a computer connected to the Internet, wherein said subject is the user, and said state variables that define the behaviors of the subject include topics of articles selected by the user while browsing each webpage, and wherein the processor causes an interface through which the user is browsing Internet websites to display a recommended article for the user to read in accordance with the estimated cost and value functions.

Advantageous Effects of Invention

According to one or more aspects of the present invention, it becomes possible to perform inverse reinforcement learning effectively and efficiently. In some embodiments, there is no need to know the environmental dynamics in advance and there is no need to execute integration.

Additional or separate features and advantages of the invention will be set forth in the descriptions that follow and in part will be apparent from the description, or may be learned by practice of the invention. The objectives and other advantages of the invention will be realized and attained by the structure particularly pointed out in the written description and claims thereof as well as the appended drawings.

It is to be understood that both the foregoing general description and the following detailed description are exemplary and explanatory, and are intended to provide further explanation of the invention as claimed.

BRIEF DESCRIPTION OF DRAWINGS

FIG. 1 shows normalized squared errors for the results of the swing-up inverted pendulum experiments to which embodiments of the present invention was applied for each of the following density ratio estimation methods: (1) LSCDE-IRL, (2) uLSIF-IRL, (3) LogReg-IRL, (4) Gauss-IRL, (5) LSCDE-OptV, and (6) Gauss-OptV. As indicated in the drawing, (a)-(d) differ from each other in terms of sampling methods and other parameters.

FIG. 2 is a graph showing cross-validation errors in the swing-up inverted pendulum experiments for various density ratio estimation methods.

FIG. 3 shows an experimental setup for the pole balancing task for the long pole; left: the start position, middle: the goal position, and right: state variables.

FIG. 4 shows learning curves in the pole balancing task experiment with respect to various subjects according to an embodiment of the present invention; sold line: long pole, dotted line: short pole.

FIG. 5 shows estimated cost functions derived for the pole balancing task experiment according to the embodiment of the present invention for Subject Nos. 4, 5, and 7, projected to the defined subspace.

FIG. 6 shows negative log likelihood values for the test datasets in the pole balancing task experiment for Subject Nos. 4 and 7, evaluating the estimated cost functions.

FIG. 7 schematically shows a framework of inverse reinforcement learning according to an embodiment of the present invention that can infer an objective function from observed state transitions generated by demonstrators.

FIG. 8 is a schematic black diagram showing an example of implementation of the inverse reinforcement learning of the present invention in imitation learning of robot behaviors.

FIG. 9 is a schematic black diagram showing an example of implementation of the inverse reinforcement learning of the present invention in interpreting human behaviors.

FIG. 10 schematically shows a series of clicking actions by a web-visitor, showing the visitor's preference in topic in web surfing.

FIG. 11 schematically shows an example of an inverse reinforcement learning system according to an embodiment of the present invention

DESCRIPTION OF EMBODIMENTS

The present disclosure provides a novel inverse reinforcement learning method and system based on density ratio estimation under the framework of Linearly solvable Markov Decision Process (LMDP). In LMDP, the logarithm of the ratio between the controlled and uncontrolled state transition densities is represented by the state-dependent cost and value functions. In one aspect of the present invention, density ratio estimation methods are used to estimate the transition density ratio, and the least squares method with regularization is used to estimate the state-dependent cost and value functions that satisfy the relation. This method can avoid computing the integral such as evaluating the partition function. As described below, a simple numerical simulation of a pendulum swing-up was performed, and its superiority over conventional methods have been demonstrated. The present inventors further apply the method to humans behaviors in performing a pole balancing task and show that the estimated cost functions can predict the performance of the subjects in new trials or environments in a satisfactory manner.

One aspect of the present invention is based on the framework of linearly solvable Markov decision processes like the OptV algorithm. The present inventors have derived a novel Bellman equation given by:

${{{- \log}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}} = {{q(x)} + {\gamma \; {V(y)}} - {V(x)}}},$

where q(x) and V(x) denote the cost and value function at state x and γ represents a discount factor. p(y|x) and π(y|x) denote the state transition probabilities before and after learning, respectively. The density ratio, the left hand side of the above equation, is efficiently computed from observed behaviors by density ratio estimation methods. Once the density ratio is estimated, the cost and value function can be estimated by regularized least-squares method. An important feature is that our method can avoid computing the integrals, where it is usually calculated with high computational cost. The present inventors have applied this method to humans behaviors in performing a pole balancing task and show that the estimated cost functions can predict the performance of the subjects in new trials or environments, verifying universal applicability and effectiveness of this new computation technique in inverse reinforcement learning, which has well-recognized wide applicability in control system, machine learning, operations research, information theory, etc.

<1. Linearly Solvable Markov Decision Process>

<1.1. Forward Reinforcement Learning>

The present disclosure provides a brief introduction of Markov Decision Process and its simplification for a discrete-time continuous-space domain. Let X and U be the continuous state and continuous action spaces, respectively. At a time step t, a learning agent observes the environmental current state

x_(t) ∈ X

and executes action

u_(t) ∈ l

sampled from a stochastic policy p(u_(t)|x_(t)). Consequently, an immediate cost c(x_(t), u_(t)) is given from the environment and the environment makes a state transition according to a state transition probability P_(T)(y|x_(t), u_(t)) from x_(t) to

y ∈ X

under the action u_(t). The goal of reinforcement learning is to construct an optimal policy π(u|x) which minimizes the given objective function. There exist several objective functions and the most widely used one is a discounted sum of costs given by:

$\begin{matrix} {{{V(x)} = {\left\lbrack {\sum\limits_{t = 0}^{\infty}{\gamma^{t}{c\left( {x_{t},u_{t}} \right)}}} \right\rbrack}},} & (1) \end{matrix}$

where

γ ∈└0,1)

is called the discount factor. It is known that the optimal value function satisfies the following Bellman equation:

$\begin{matrix} {{V(x)} = {\min\limits_{u}\left\lbrack {{c\left( {x,u} \right)} + {{\gamma }_{y \sim {P_{T}{({{\prime x},u})}}}\left\lbrack {V(y)} \right\rbrack}} \right\rbrack}} & (2) \end{matrix}$

Eq. (2) is a nonlinear equation due to the min operator.

Linearly solvable Markov Decision Process (LMDP) simplifies Eq. (2) under some assumptions (Todorov, 2007; 2009a, NPLs 23-24). The key trick of LMDP is to optimize the state transition probability directly instead of optimizing the policy. More specifically, two conditional probability density functions are introduced. One is the uncontrolled probability denoted by p(y|x) which can be regarded as an innate state transition. p(y|x) is arbitrary and it can be constructed by

p(y|x)=∫P _(t)(y|x,u)π,(u|x)du.

where π₀(u|x) is a random policy. The other is the controlled probability denoted by π(y|x) which can be interpreted as an optimal state transition. Then, the cost function is restricted to the following form:

c(x,u)=q(x)+KL(π(·|x)∥p(·|x)),   (3)

Where q(x) and KL(p(×|x)∥p(×|x)) denote the state dependent cost function and Kullback Leibler divergence between the controlled and uncontrolled state transition densities, respectively. In this case, the Bellman equation (2) is simplified to the following equation:

exp(−V(x))=exp(−q(x))∫p(y|x)exp(−γV(y))dy   (4)

The optimal controlled probability is given by:

$\begin{matrix} {{\pi \left( {yx} \right)} = {\frac{{p\left( {yx} \right)}{\exp \left( {{- \gamma}\; {V(y)}} \right)}}{\int{{p\left( {y^{\prime}x} \right)}{\exp \left( {{- \gamma}\; {V\left( y^{\prime} \right)}} \right)}{dy}^{\prime}}}.}} & (5) \end{matrix}$

It should be noted that Eq. (4) is still nonlinear even though the desirability function Z(x)=exp(−V(x)) is introduced because of the existence of the discount factor γ. In the forward reinforcement learning under the framework of LMDP, V(x) is computed by solving Eq. (4), then π(y|x) is computed (Todorov, 2009, NPL 25).

<1.2. Inverse Reinforcement Learning>

The inverse reinforcement learning (IRL) algorithm under LMDP was proposed by Dvijotham and Todorov (2010) (NPL 6). In particular, OptV is quite efficient for discrete state problems. The advantage of OptV is that the optimal state transition is explicitly represented by the value function so that the maximum likelihood method can be applied to estimate the value function. Suppose that the observed trajectories are generated by the optimal state transition density (5). The value function is approximated by the following linear model:

{circumflex over (V)}(x)=_(v) ^(T)ψ_(v)(x),   (6)

where w, and ψ_(v)(x) denote the learning weights and basis function vector, respectively.

Since the controlled probability is given by Eq. (5), the weight vector w_(v) can be optimized by maximizing the likelihood. Suppose that we have a dataset of state transitions:

^(π)={(x _(j) ^(π) , y _(j) ^(π))}_(j=1′) ^(N) ^(π) ,y _(j) ^(π˜π(·|) x _(j) ^(π)),   (7)

where N^(π) denotes the number of data from the controlled probability. Then, the log-likelihood and its derivative are given by:

$\begin{matrix} {{{L\left( w_{V} \right)} = {\sum\limits_{j = 1}^{N^{\pi}}{\ln \; {\pi \left( {{y_{j}^{n}x_{j}^{\pi}};w_{V}} \right)}}}},{\frac{\partial{L\left( w_{V} \right)}}{\partial w_{V}} = {\sum\limits_{j = 1}^{N^{\pi}}\left\lbrack {{- {\psi_{V}\left( y_{j}^{\pi} \right)}} + {\int{{\pi \left( {{yx_{j}^{\pi}};w_{V}} \right)}{\psi_{V}(y)}{dy}}}} \right\rbrack}},} & (8) \end{matrix}$

where π(y|x;w_(v)) is the controlled policy in which the value function is parameterized by Eq. (6). Once the gradient is evaluated, the weight vector w_(v) is updated according to the gradient ascent method.

After the value function is estimated, the simplified Bellman equation (4) can be used to retrieve the cost function. It means that the cost function q(x) is uniquely determined when

and γ are given, and q(x) is expressed by the basis functions used in the value function. While the representation of the cost function is not important in the case of imitation learning, we want to find a simpler representation of the cost for analysis. Therefore, the present inventors introduce an approximator:

{circumflex over (q)}(x)=w _(q) ^(T)ψ_(q)(x),   (9)

where w_(q) and ψ_(v)(x) denote the learning weights and basis function vector, respectively. The objective function with L1 regularization to optimize w_(q) is given by:

$\begin{matrix} {{J\left( w_{q} \right)} = {{\frac{1}{2}{\sum\limits_{j = 1}^{N^{\pi}} \begin{bmatrix} {w_{q}{\psi_{q}\left( x_{j}^{\pi} \right)}{\quad{- {\quad{{\hat{V}\left( {x_{j}^{\pi};w_{V}} \right)} -}}}}} \\ {\quad{\ln {\int{{p\left( {yx_{j}^{\pi}} \right)}{\exp \left( {{- \gamma}{\hat{V}\left( {y;w_{V}} \right)}} \right)}{dy}}}}} \end{bmatrix}^{2}}} + {\begin{matrix} \lambda_{q} \\ 2 \end{matrix}{w_{q}}_{1}}}} & (10) \end{matrix}$

where λ_(q) is a regularization constant. A simple gradient descent algorithm is adopted, and J(w_(q)) is evaluated at the observed states.

The most significant problem of Dvijotham and Todorov (2010) (NPL 6) is the integral in Eqs. (8) and (10) which cannot be solved analytically, and they discretized the state space and replaced the integral with a sum. However, as they suggested, it is infeasible in high-dimensional problems. In addition, the uncontrolled probability p(y|x) is not necessarily Gaussian. In at least some embodiments of the present invention, the Metropolis Hastings algorithm is applied to evaluate the gradient of the log-likelihood, in which the uncontrolled probability p(y|x) is used as a causal density.

<2. Inverse Reinforcement Learning by Density Ratio Estimation>

<2.1. Bellman Equation for IRL>

From Equations (4) and (5), the present inventors have derived the following important relation for the discounted-cost problems:

$\begin{matrix} {{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}{\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}.}}} & (11) \end{matrix}$

Eq. (11) plays an important role in the IRL algorithms according to embodiments of the present invention. Similar equations can be derived for first-exit, average cost, and finite horizon problems. It should be noted that the left hand side of Eq. (11) is not a temporal difference error because q(x) is the state-dependent part of the cost function shown in Eq. (3).

Our IRL is still an ill-posed problem and the cost function is not uniquely determined although the form of the cost function is constrained by Eq. (3) under LMDP. More specifically, if the state-dependent cost function is modified by:

q′(x)=q(x)+C,   (12)

the corresponding value function is changed to:

$\begin{matrix} {{{V^{\prime}(x)} = {{V(x)} + \frac{C}{1 - \gamma}}},} & (13) \end{matrix}$

where C is a constant value. Then, the controlled probability derived from V(x) is identical to that from V′(x). This property is useful when estimating the cost function as described below. In one aspect of the present invention, the disclosed IRL method consists of two parts. One is to estimate the density ratio of the right hand side of Eq. (11) described below. The other is to estimate q(x) and V(x) by the least squares method with regularization as shown below.

<2.2. Density Ratio Estimation for IRL>

Estimating the ratio of controlled and uncontrolled transition probability densities can be regarded as a problem of density ratio estimation (Sugiyama et al., 2012, NPL 20). According to the setting of the problem, the present disclosure considers the following formulation.

<2.2.1. General Case>

First, a general setting is considered. Suppose that we have two datasets of state transitions: One is D^(π) shown in Eq. (7) and the other is a dataset from the uncontrolled probability:

^(p)={(x _(j) ^(p) ,y _(j) ^(p))}_(j=1′) ^(N) ^(p) , y _(j) ^(p) ˜p(·|x _(j) ^(p)),

where N^(p) denotes the number of data. Then, we are interested in estimating the ratio π(y|x)/p(y|x) from D^(p) and D^(π).

From Eq. (11), we can consider the following two decompositions:

$\begin{matrix} {{{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}} = {{\ln \; {p\left( {yx} \right)}} - {\ln \; {\pi \left( {yx} \right)}}}} & (14) \\ {= {{\ln \frac{\pi (x)}{p(x)}} - {\ln {\frac{\pi \left( {x,y} \right)}{p\left( {x,y} \right)}.}}}} & (15) \end{matrix}$

The first decomposition (14) shows the difference of logarithms of conditional probability densities. In order to estimate Eq. (14), the present disclosure considers two implementations. The first one is LSCDE-IRL which adopts Least Squares Conditional Density Estimation (LSCDE) (Sugiyama et al., 2010) to estimate π(y|x) and p(y|x). The other is Gauss-IRL which uses a Gaussian process (Rasmussen & Williams, 2006, NPL 15) to estimate the conditional densities in Eq. (14).

The second decomposition (15) shows the difference of logarithms of density ratio. The advantage of the second decomposition is that In π(x)/p(x) can be neglected if π(x)=p(x). This condition may be satisfied according to the setup. Currently, two methods are implemented to estimate π(x)/p(x) and π(x, y)/p(x, y). One is uLSIF-IRL using the unconstrained Least Squares Importance Fitting (uLSIF) (Kanamori et al., 2009, NPL 9). The other is LogReg, which utilizes a logistic regression in a different way. Section 2.3 below describes their implementation.

<2.2.2. When p(y|x) is Unknown>

The state transition probability P_(t)(y|x, u) is assumed to be known in advance in the case of standard IRL problems, and this corresponds to the assumption that the uncontrolled probability p(y|x) is given in the case of LMDP. This can be regarded as a model-based IRL. In this case, Eq. (14) is appropriate and it is enough to estimate the controlled probability π(y|x) from the dataset D^(p).

In some situations, we have neither an analytical model nor a dataset from the uncontrolled probability density. Then, p(y|x) is replaced by a uniform distribution, which is an improper distribution for unbounded variables. Without loss of generality, p(y|x) is set to 1 since it can be compensated by shifting the cost and value function by Eqs. (12) and (13).

<2.3. Density Ratio Estimation Algorithms>

This section describes density ratio estimation algorithms appropriate for the IRL method disclosed in this disclosure.

<2.3.1. uLSIF>

uLSIF (Kanamori et al., 2009, NPL 9) is a least-squares method for the direct density ratio estimation method. The goal of uLSIF is to estimate the ratio of two densities π(x)/p(x) and π(x, y)/p(x, y). Hereafter, the present disclosure explains how to estimate r(z)=π(z)/p(z) from D^(p) and D^(π), where z=(x, y) for simplicity. Let us approximate the ratio by the linear model:

{circumflex over (r)}(z)=α^(T)φ(z),

where φ(z) denotes the basis function vector and a are the parameters to be learned, respectively. The objective function is given by:

$\begin{matrix} {{{J(\alpha)} = {{{\frac{1}{2}{\int{\left( {{\hat{r}(z)} - {r(z)}} \right)^{2}{p(z)}{dz}}}} + {\frac{\lambda}{2}{\alpha }_{2}^{2}}} = {{\frac{1}{2}\alpha^{T}H\; \alpha} - {h^{T}\alpha} + {\frac{\lambda}{2}{\alpha }_{2}^{2}} + {{const}.}}}},} & (16) \end{matrix}$

where 1 is a regularization constant and

${H = {{\int{{\varphi (z)}{\varphi (z)}^{T}{p(z)}{dz}}} \approx {\frac{1}{N^{p}}{\sum\limits_{i = 1}^{N^{p}}{{\varphi \left( z_{i}^{p} \right)}{\varphi \left( z_{i}^{p} \right)}^{T}}}}}},{h = {{\int{{\varphi (z)}{\pi (z)}{dz}}} \approx {\frac{1}{N^{\pi}}{\sum\limits_{j = 1}^{N^{\pi}}{{\varphi \left( z_{j}^{\pi} \right)}.}}}}}$

It should be noted that H is estimated from D^(p) while h from D^(π), respectively. Eq. (16) can be analytically minimized as

  (Ĥ + λ I)^(?)ĥ.?indicates text missing or illegible when filed

but this minimizer ignores the non-negativity constraint of the density ratio. To compensate for this problem, uLSIF modifies the solution by:

{circumflex over (α)}(λ)=max(0,(Ĥ+λI)⁻¹ ĥ),   (17)

where the max operator above is applied in the element-wise manner.

As recommended by Kanamori et al. (2009) (NPL 9), a Gaussian function centered at the states of D^(π) is used as a basis function described by:

$\begin{matrix} {{{\varphi_{j}(z)} = {\exp\left( {- \frac{{{z - z_{j}^{\pi}}}_{2}^{2}}{2\sigma^{2}}} \right)}},} & (18) \end{matrix}$

where σ is a width parameter.

is the state which is randomly selected from D^(π). The parameters λ and σ are selected by leave-one-out cross-validation.

<2.3.2. LSCDE>

LSCDE (Sugiyama et al., 2010, NPL 19) is regarded as a special case of uLSIF to estimate a conditional probability density function. For example, the objective function to estimate π(y|x)=π(x, y)/π(x) from D^(π) is given by:

${J(\alpha)} = {{\frac{1}{2}{\int{\int{\left( {{\hat{r}\left( {x,y} \right)} - {r\left( {x,y} \right)}} \right)^{2}{p(x)}{dxdy}}}}} + {\frac{\lambda}{2}{\alpha }_{2}^{2}}}$

where

{circumflex over (r)}(x,y)=α′φ(x,y)

is a linear model and λ is a regularization constant. Computing H and h in LSCDE are slightly different from those in uLSIF, and they are computed as follows:

${H = {{\int{{\Phi (x)}{\pi (x)}d\; x}} \approx {\frac{1}{N^{\pi}}{\sum\limits_{j = 1}^{N^{\pi}}\; {\overset{\_}{\Phi}\left( x_{j}^{\pi} \right)}}}}},{h = {{\int{{\varphi \left( {x,y} \right)}{\pi \left( {x,y} \right)}d\; x\; d\; y}} \approx {\frac{1}{N^{\pi}}{\sum\limits_{j = 1}^{N^{\pi}}\; {{\varphi \left( {x_{j}^{\pi},y_{j}^{\pi}} \right)}.}}}}}$

where

φ

is defined as:

Φ Δ∫φ(x,y)φ(x, y)^(T) _(dy.)

Since the basis function shown in Eq. (18) is used, this integral can be computed analytically. The estimated weight of LSCDE is given by Eq. (17). In order to assure that the estimated ratio is a conditional density, the solution should be normalized when it is used to estimate the cost and value function.

<2.3.3. LogReg>

LogReg is a method of density estimation using a logistic regression. Let us assign a selector variable η=−1 to samples from the uncontrolled probability and η=1 to samples from the controlled probability:

p(z)=Pr(z|η=−1), π(z)=Pr(z|η=1).

The density ratio can be represented by applying the Bayes rule as follows:

$\frac{\pi \; (z)}{p(z)} = {\frac{\Pr \left( {\eta = {- 1}} \right)}{\Pr \left( {\eta = 1} \right)}{\frac{\Pr \left( {\eta = {1z}} \right)}{\Pr \left( {\eta = {{- 1}z}} \right)}.}}$

The first ratio Pr(η=1)/Pr(η=1) is estimated by N^(P)/N^(π) and the second ratio is computed after estimating the conditional probability P(η|z) by a logistic regression classifier:

${{p\left( {\eta z} \right)} = \frac{1}{1 + {\exp \left( {{- \eta}\; \alpha^{T}{\varphi (z)}} \right)}}},$

where η can be regarded as a label. It should be noted that a logarithm of the density ratio is given by a linear model in the case of LogReg:

${{\ln \frac{\pi \; (z)}{p(z)}} = {{\alpha^{T}{\varphi (z)}} + {\ln \frac{N^{p}}{N^{\pi}}}}},$

The second term 1nNp/N^(π) can be ignored in our IRL formulation shown in Eq. (15). The objective function is derived from the negative regularized log-likelihood expressed by:

${J(\alpha)} = {{\sum\limits_{i = 1}^{N^{p}}\; {\ln \left( {1 + {\exp \; \left( {\alpha^{T}{\varphi \left( z_{i}^{v} \right)}} \right)}} \right)}} + {\sum\limits_{j = 1}^{N^{\pi}}\; {\ln \left( {1 + {\exp \; \left( {{- \alpha^{T}}{\varphi \left( z_{j}^{\pi} \right)}} \right)}} \right)}} + {\frac{\lambda}{2}{\alpha }_{2}^{2}}}$

The closed-form solution is not derived, but it is possible to minimize efficiently by standard nonlinear optimization methods since this objective function is convex.

<2.4. Estimating the Cost and Value Functions>

Once the density ratio π(y|x)/p(y|x) is estimated, the least squares method with regularization is applied to estimate the state-dependent cost function q(x) and value function V(x). Suppose that

{circumflex over (R)}(x,y)

is an approximation of a negative log ratio;

${\hat{R}\left( {x,y} \right)} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}$

and consider linear approximators of q(x) and V(x) as defined in Eqs. (6) and (9), respectively. The objective function is given by:

${J\left( {w_{q},w_{r}} \right)} = {{\frac{1}{2}{\sum\limits_{j = 1}^{N^{\pi}}\left\lbrack {{w\text{?}\left( {{\gamma \; \psi \text{?}\left( {y} \right)} - {\psi \left( {x} \right)}} \right)} + {w{\psi_{q}\left( {x} \right)}} - {\hat{R}\left( {x_{i}^{\pi},y_{j}^{\pi}} \right)}} \right\rbrack^{2}}} + {\frac{\lambda_{q}}{2}{w_{q}}_{1}} + {\frac{\lambda }{2}{{w\text{?}}}_{1}}}$ ?indicates text missing or illegible when filed

where λ_(q) and λ_(v) are regularization constants. L2 regularization is used for w_(v) because L2 regularization is an effective means of achieving numerical stability. On the other hand, L1 regularization is used for w_(q) to yield sparse models that are more easily interpreted by the experimenters. It is possible to use L2 regularization for w_(q) if sparseness is not important. In addition, the non-negative constraints of w_(q) and w_(v) are not introduced because Eq. (12) can be used by setting

? = −min   ? ?indicates text missing or illegible when filed

to satisfy the non-negativity of the cost function efficiently.

Theoretically, we can choose arbitrary basis functions. In one embodiment of the present invention, a Gaussian function shown in Eq. (18) is used for simplicity:

${{\psi_{q,j}(x)} \equiv {\psi_{V,j}(x)}} = {\exp\left( {- \frac{{{x - x_{j}^{\pi}}}^{2}}{2\; \sigma^{2}}} \right)}$

where σ is a width parameter. The center position

x

is randomly selected from D^(P).

<3. Experiments>

<3.1. Swing-Up Inverted Pendulum>

<3.1.1. Task Description>

To demonstrate and confirm the effectiveness of the above-described embodiments of the present invention, the present inventors have studied a swing-up inverted pendulum problem in which the state vector is given by a two dimensional vector x=[q, w]^(T), where q and w denote the angle and the angular velocity of the pole, respectively. The equation of motion is given by the following stochastic differential equation:

${{dx} = {{\begin{bmatrix} \overset{.}{\theta} \\ {{m\frac{g}{l}\sin \mspace{11mu} \theta} - {\kappa \overset{.}{\theta}}} \end{bmatrix}{dt}} + {\begin{bmatrix} 0 \\ 1 \end{bmatrix}\left( {{udt} + {\sigma_{e}d\; \omega}} \right)}}},$

where l, m, g, k, s_(c), and w denote the length of the pole, mass, gravitational acceleration, coefficient of friction, scaling parameter for the noise, and Brownian noise, respectively. As opposed to the previous studies (Deisenroth et al., 2009, NPL 4; Doya, 2000, NPL 5), the applied torque u is not restricted and it is possible to swing-up directly. By discretizing the time axis with step h, the corresponding state transition probability P_(T)(y|x, u), which is represented by a Gaussian distribution, is obtained. In this simulation, the parameters are given as follows: l=1 [m], m=1 [kg], g=9.8 [m/s²], and k=0.05 [kgm²/s], h=0.01 [s], s_(e)=4, and

  γ = 10^(?) ≈ 0.94 ?indicates text missing or illegible when filed

The present inventors have conducted a series of experiments by changing (1) the state dependent cost function q(x), (2) the uncontrolled probability p(y|x), and (3) the datasets D^(P) and D^(π) as follows.

<Cost Function>

The goal is to keep the pole upright and the following three cost functions are prepared:

$\begin{matrix} {{{q_{\cos}(x)} = {1 - {\cos \mspace{11mu} \theta}}},{{q_{quad}(x)} = {x^{T}Q\; x}},{{q_{\exp}(x)} = {1 - {\exp \left( {{- \frac{1}{2}}x^{T}Q\; x} \right)}}},} & (19) \end{matrix}$

where Q=diag[1, 0.2]. q_(cost)(x) is used by Doya (2000) while q_(exp)(x) by Deisenroth et al. (2009) (NPL 4).

<Uncontrolled Probability>

Two densities p_(G)(y|x) and p_(m)(y|x) are considered. p_(G)(y|x) is constructed by using a stochastic policy a(ulx) represented by a Gaussian distribution. Since the equation of motion in discrete time is given by the Gaussian, p_(G)(y|x) is also Gaussian. In the case of p_(m)(y|x), a mixture of Gaussian distributions is used as a stochastic policy.

<Preparation of the Datasets>

Two sampling methods are considered. One is the uniform sampling and the other is the trajectory-based sampling. In the uniform sampling method, x is sampled from a uniform distribution defined over the entire state space. In other words, p(x) and π(x) are regarded as a uniform distribution. Then, y is sampled from the uncontrolled and the controlled probability to construct D^(P) and D^(π), respectively. In the trajectory-based sampling method, p(y|x) and π(y|x) are used to generate trajectories of states from the same start state x. Then, a pair of state transitions are randomly selected from the trajectories to construct D^(P) and D^(π). It is expected that p(x) is different from π(x).

For each cost function, the corresponding value function is calculated by solving Eq. (4) and the corresponding optimal controlled probability is evaluated by Eq. (5). In the previous method (Todorov, 2009b, NPL 25), exp(−V(x)) is represented by a linear model, but it is difficult under the objective function (1) because the discount factorγ makes the linear model complicated. Therefore, the value function is approximated by the linear model shown in Eq. (6) and the Metropolis Hastings algorithm is used to evaluate the integral.

The methods according to the embodiments of the present invention can be compared with OptV because the assumptions of OptV are identical to those of our methods according to the embodiments of the present invention. According to the choice of the density ratio estimation methods, there exist several variants as described above. More specifically, the following six algorithms are considered: (1) LSCDE-IRL, (2) uLSIF-IRL, (3) LogReg-IRL, (4) Gauss-IRL, (5) LSCDE-OptV, which is the OptV method where p(y|x) is estimated by LSCDE, and (6) Gauss-OptV, where the Gaussian process method is used to estimate p(y|x).

We set the number of samples of D^(P) and D^(π) at N^(P)=N^(π)=300. The parameters λ_(q), λ_(V), σ, and γ are optimized by cross-validation from the following regions: logλ_(q),

log λ ∈ linspace(−3.1.9)

log σ ∈ linspace(−1.5.1.5.9).

and

log γ ∈ linspace (−0.2.0.9).

where linspace(x_(min), x_(max), n) generates a set of n points which is equally spaced between x_(min) and x_(max).

<3.1.2. Experimental Results>

The accuracy of the estimated cost functions is measured by the normalized squared error for the test samples:

${error}\overset{\Delta}{=}{\sum\limits_{j = 1}^{N}\; \frac{\left( {{q\left( x_{j} \right)} - {\hat{q}\left( x_{j} \right)}} \right)^{2}}{\left( {q\left( x_{j} \right)} \right)^{2}}}$

where q(x_(j)) is one of the true cost function shown in Eq. (19) at state x_(j) while

{dot over (q)}(x

)

is the estimated cost function, respectively. FIG. 1(a)-(d) compare the accuracy of the IRL methods of the present embodiments; it is shown that our methods (1)-(4) performed better than OptV methods (5)-(6) in all settings. More specifically, LogReg-IRL showed the best performance, but there were no significant differences among our methods (1)-(3). The accuracy of the cost estimated by Gauss-IRL increased significantly if the stochastic policy π(u|x) was given by the mixture of Gaussians because the standard Gaussian process cannot represent the mixture of Gaussians.

FIG. 2 shows the cross-validation error of the discount factor γ where other parameters such as λ_(q), λ_(v) and σ are set to the optimal values. In this simulation, the cross validation error was minimum at the true discount factor

  γ = 10^(?) ≈ 0.94 ?indicates text missing or illegible when filed

in all the methods. As show in FIG. 2 and also as explained in FIG. 1 above, the embodiments of the present invention have been proven to have sufficiently small errors, confirming the effectiveness of the present invention effective.

<3.2. Human Behavior Analysis>

<3.2.1. Task Description>

In order to evaluate our IRL algorithm in a realistic situation, the present inventors have conducted a dynamic motor control, pole-balancing problem. FIG. 3 shows the experimental setup. A subject can move the base left, right, top and bottom to swing the pole several times and decelerate the pole to balance it at the upright position. The dynamics is described by the six-dimensional state vector

     x = [θ.?]^(⋅).?indicates text missing or illegible when filed

where θ and

{circumflex over (θ)}

are the angle and angular velocity of the pole, x and y are the horizontal and vertical positions of the base, and

{circumflex over (x)}

and

ŷ

are their time derivatives, respectively.

The task was performed under two conditions: long pole (73 cm) and short pole (29 cm). Each subject had 15 trials to balance the pole in each condition. Each trial ended when the subject could keep the pole upright for 3 seconds or 40 seconds elapsed. We collected the data from 7 subjects (5 right-handed and 2 left-handed) and the trajectory-based sampling method was used to construct the following two datasets of controlled probability:

D

for training and

D

for testing of the i-th subject. It is assumed that all subjects had a unique uncontrolled probability p(y|x), which was generated by a random policy. This means the datasets

D

for training and

D

for testing are shared among subjects. The number of samples in the datasets was 300.

<4.2.2. Experimental Results>

FIG. 4 shows the learning curves of seven subjects, which shows that the learning processes were quite different among subjects. Two subject Nos. 1 and 3 could not accomplish the task. Since a set of successful trajectories should be used by the IRL algorithms, we picked up the data from five subject Nos. 2 and 4-7.

The experimental results in the case of using LogReg-IRL will be described below (LSCDE-IRL and uLSIF-IRL showed similar results). FIG. 5 shows the estimated cost function of the subjects 4, 5, and 7 projected to the subspace

(θ.θ)

while x, y,

{circumflex over (x)}

and

ŷ

are set to zeros for visualization. In the case of the subject 7, the cost function of the long pole condition was not so different from that of the short pole condition while there was a significant difference in those of the subject 5, who did not perform well in the short pole condition as shown in FIG. 4.

In order to evaluate the cost functions estimated from the training data sets, we applied the forward reinforcement learning to find the optimal controlled transition probability for the estimated cost function and then computed the negative log-likelihood for the test datasets:

${{{NLL}(i)}\overset{\Delta}{=}{{- \frac{1}{N_{i,{te}}^{\pi}}}{\sum\limits_{j = 1}^{N_{i,{te}}^{\pi}}\; {\ln \mspace{11mu} {\hat{\pi}\left( {y_{j}x_{j}} \right)}}}}},$

where

N

is the number of samples in

D

.FIG. 6 shows the results. In the left figure (a), we used the test dataset of the subject 4

D

in the long pole condition. The minimum negative log-likelihood was achieved by the cost function estimated from the training datasets

D

and

D

of the same condition. The right panel (b) of FIG. 6 shows that the test data of the subject 7 in both the long and short pole conditions were best predicted by the cost function estimated from the training dataset of the same subject 7 only in the long pole condition. Thus, the effectiveness and usefulness of the embodiments of the present invention have been confirmed and demonstrated by this experiment as well.

The present disclosure presented a novel inverse reinforcement learning under the framework of LMDP. One of the features of the present invention is to show Eq. (11), which means the temporal difference error is zero for the optimal value function with the corresponding cost function. Since the right hand side of Eq. (11) can be estimated from samples by the efficient methods of density ratio estimation, the IRL of present invention results in a simple least-squares method with regularization. In addition, the method according to the embodiments of the present invention does not need to compute the integral, which is usually intractable in high-dimensional continuous problems. As a result, the disclosed method is computationally inexpensive than OptV.

LMDP and path integral methods have been receiving attention recently in the field of robotics and machine learning fields (Theodorou & Todorov, 2012, NPL 22) because there exist a number of interesting properties in the linearized Bellman equation (Todorov, 2009a, NPL 24). They have been successfully applied to learning of stochastic policies for robots with large degrees of freedom (Kinjo et al., 2013, NPL 11; Stulp & Sigaud, 2012, NPL 17; Sugimoto and Morimoto, 2011, NPL 18; Theodorou et al., 2010, NPL 21). The IRL methods according to the embodiments of the present invention may be integrated with the existing forward reinforcement learning methods to design complicated controllers.

As described above, in at least some aspects of the present invention, the present disclosure provides a computational algorithm that can infer the reward/cost function from observed behaviors effectively. The algorithm of the embodiments of the present invention can be implemented in general-purpose computer systems with appropriate hardware and software as well as specifically designed proprietary hardware/software. Various advantages according to at least some embodiments of the present invention include:

A) Model-free method/system: the method and system according to the embodiments of the present invention do not need to know the environmental dynamics in advance; i.e., the method/system is regarded as a model-free method-it is not necessary to model the target dynamics explicitly although some prior art approaches assume that the environmental dynamics is known in advance.

B) Data efficient: the dataset for the method and system according to the embodiments of the present invention consist of a set of state transition while many previous methods require a set of trajectories of states. Thus, in the methods and system according to the embodiments of the present invention it is easier to collect the data.

C) Computationally efficient (1): the method and system according to the embodiments of the present invention do not need to solve a (forward) reinforcement learning problem. In contrast, some previous methods required solving such a forward reinforcement learning problem many times with the estimated reward/cost function. That computation must be performed for each candidate and it usually takes long time to find the optimal solution.

D) Computationally efficient (2): the method and system according to the embodiments of the present invention use two optimization algorithms: (a) density ratio estimation and (b) regularized least squares. In contrast, some previous methods use a stochastic gradient method or a Markov chain Monte Carlo method, which usually take time to optimize as compared with least-squares methods.

As described above, in one aspect, the present invention provides inverse reinforcement learning that can infer the objective function from observed state transitions generated by demonstrators. FIG. 7 schematically shows a framework of the method according to an embodiment of the present invention. An embodiment of the inverse reinforcement learning according to the present invention includes two components: (1) learning the ratio of state transition probabilities with and without control by density ratio estimation and (2) estimation of the cost and value functions that are compatible with the ratio of transition probabilities by a regularized least squares method. By the use of efficient algorithms for each step, the embodiments of the present invention are more efficient in data and computation than other inverse reinforcement learning methods.

The industrial applicability and usefulness of inverse reinforcement leaning have been well understood and recognized. Examples of the system/configuration to which the embodiments of the present invention can be applied are described below.

<Imitation Learning of Robot Behaviors>

Programming robots to perform complex tasks is difficult with standard methods such as motion planning. In many situations, it is much easier to demonstrate the desired behaviors to the robot. However, a major drawback of classical imitation learning is that the obtained controller cannot cope with new situations because it just reproduces the demonstrated movements. Embodiments of the present invention can estimate the objective function from the demonstrated behaviors and then the estimated objection function can be used for learning different behaviors for different situations.

FIG. 8 schematically shows such an implementation of the present invention. First, the demonstrator controls a robot to accomplish a task and the sequence of states and actions is recorded. Then an inverse reinforcement learning component according to an embodiment of the present invention estimates the cost and value functions, which are then given to forward reinforcement learning controllers for different robots.

<Interpretation of Human Behaviors>

Understanding of the human intentions behind behaviors is a basic issue in building a user-friendly support system. In general, a behavior is represented by a sequence of states, which are extracted by the motion tracking system. The cost function estimated by the inverse reinforcement learning method/system according to an embodiment of the present invention can be regarded as a compact representation to explain the given behavioral dataset. Through pattern classification of the estimated cost functions, it becomes possible to estimate the user's expertise or preference. FIG. 9 schematically shows this implementation according to an embodiment of the present invention.

<Analysis of the Web Experience>

In order to increase the likelihood for visitors to read articles that are presented to the visitors, the designers of online news websites, for example, should investigate the web experiences of visitors from a viewpoint of decision making In particular, recommendation systems are receiving attention as an important business application for personalized services. However, previous methods such as collaborative filtering do not consider the sequences of decision making explicitly. Embodiments of the present invention can provide a different and effective way to model the behaviors of visitors during net surfing. FIG. 10 shows an example of a series of clicking actions by a user, indicating what topics were accessed in what order by the user. The topic that the visitor is reading is regarded as the state and clicking the link is considered as the action. Then, inverse reinforcement learning according to an embodiment of the present invention can analyze the decision-making in the user's net surfing. Since the estimated cost function represents the preference of the visitor, it becomes possible to recommend a list of articles for the user.

As described above, the inverse reinforcement learning schemes according to embodiments of the present invention are applicable to a wide variety of industrial and/or commercial systems. FIG. 11 shows an example of the implementation using a general computer system and a sensor system. The methods explained above with mathematical equations can be implemented in such a general computer system, for example. As shown in the figure, the system of this example includes a sensor system 111 (an example of a data acquisition unit) to receive information about state transitions—i.e., observed behavior—from the object being observed. The sensor system 111 may include one or more of an image capturing device with image processing software/hardware, displacement sensors, velocity sensors, acceleration sensors, microphone, keyboards, and any other input devices. The sensor system 111 is connected to a computer 112 having a processor 113 with an appropriate memory 114 so that the received data can be analyzed according to embodiments of the present invention. The result of the analysis is outputted to any output system 115, such as a display monitor, controllers, drivers, etc. (examples of an output interface), or, an object to be controlled in the case of utilizing the results for control. The result can be used to program or transferred to another system, such as another robot or computer, or website software that responds to user's interaction, as described above.

In the case of predicting the user's web article preference described above, the implemented system may include a system for inverse reinforcement learning as described in any one of the embodiments above, implemented in a computer connected to the Internet. Here, the state variables that define the behaviors of the user include topics of articles selected by the user while browsing each webpage. Then, the result of the inverse reinforcement learning is used to cause an interface through which the user is browsing Internet websites, such as portable smartphone, personal computer, etc., to display a recommended article for the user.

It will be apparent to those skilled in the art that various modification and variations can be made in the present invention without departing from the spirit or scope of the invention. Thus, it is intended that the present invention cover modifications and variations that come within the scope of the appended claims and their equivalents. In particular, it is explicitly contemplated that any part or whole of any two or more of the embodiments and their modifications described above can be combined and regarded within the scope of the present invention. 

1. A method of inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, comprising: acquiring data representing changes in state variables that define the behaviors of the subject; applying a modified Bellman equation given by Eq. (1) to the acquired data: $\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$ where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor, and p(y|x) and π(y|x) denote state transition probabilities before and after learning, respectively; estimating a density ratio π(y|x)/p(y|x) in Eq. (1); estimating q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x); and outputting the estimated q(x) and V(x).
 2. The method according to claim 1, wherein the step of estimating the ratio π(y|x)/p(y|x) includes using uLSIF.
 3. The method according to claim 1, wherein the step of estimating the ratio π(y|x)/p(y|x) includes using the Least Square Conditional Density Estimation (LSCDE).
 4. The method according to claim 1, wherein the step of estimating the ratio π(y|x)/p(y|x) includes using a logistic regression.
 5. The method according to claim 1, wherein the step of estimating the ratio π(y|x)/p(y|x) includes using a Gaussian process.
 6. The method according to claim 1, wherein the step of estimating the cost function q(x) and value function V(x) includes using the least squares method with regularization.
 7. A non-transitory storage medium storing instructions to cause a processor to perform an algorithm for inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, said instructions causing the processor to perform the following steps: acquiring data representing changes in state variables that define the behaviors of the subject; applying a modified Bellman equation given by Eq. (1) to the acquired data: $\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$ where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor, and p(y|x) and π(y|x) denote state transition probabilities before and after learning, respectively; estimating a density ratio π(y|x)/p(y|x) in Eq. (1); estimating q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x), outputting the estimated q(x) and V(x).
 8. A system for inverse reinforcement learning for estimating cost and value functions of behaviors of a subject, comprising: a data acquisition unit to acquire data representing changes in state variables that define the behaviors of the subject; a processor with a memory, the processor and the memory are configured to: apply a modified Bellman equation given by Eq. (1) to the acquired data: $\begin{matrix} {{{{q(x)} + {\gamma \; {V(y)}} - {V(x)}} = {{- \ln}\frac{\pi \left( {yx} \right)}{p\left( {yx} \right)}}},} & (1) \end{matrix}$ where q(x) and V(x) denote a cost function and a value function, respectively, at state x, and γ represents a discount factor, and p(y|x) and π(y|x) denote state transition probabilities before and after learning, respectively; estimate a density ratio π(y|x)/p(y|x) in Eq. (1); and estimate q(x) and V(x) in Eq. (1) using the least square method in accordance with the estimated density ratio π(y|x)/p(y|x); and an output interface that outputs the estimated q(x) and V(x).
 9. A system for predicting a preference in topic of articles that a user is likely to read from a series of articles the user selected in an Internet web surfing, comprising: the system for inverse reinforcement learning as set forth in claim 8, implemented in a computer connected to the Internet, wherein said subject is the user, and said state variables that define the behaviors of the subject include topics of articles selected by the user while browsing each webpage, and wherein the processor causes an interface through which the user is browsing Internet websites to display a recommended article for the user to read in accordance with the estimated cost and value functions. 